A High‐dimensional Focused Information Criterion
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Publication:4637090
DOI10.1111/SJOS.12285zbMath1421.62068OpenAlexW2617935815MaRDI QIDQ4637090
Thomas Gueuning, Gerda Claeskens
Publication date: 17 April 2018
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/retrieve/453466
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistical aspects of information-theoretic topics (62B10)
Related Items (3)
The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models ⋮ Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data ⋮ Automatic bias correction for testing in high‐dimensional linear models
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Cites Work
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